+234.5%
VTRS vs BWA
+3,394.0%
-3,159.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | +1.4% | -5.5% | +6.8% | +3.0% |
| 3M | +4.6% | -7.6% | +12.3% | +6.7% |
| 6M | +18.1% | +25.0% | -6.9% | +9.0% |
| YTD | +34.7% | +47.0% | -12.3% | +17.0% |
| 1Y | +65.6% | +54.0% | +11.6% | +41.5% |
| 3Y | +83.8% | +70.7% | +13.1% | +49.6% |
| 5Y | +46.5% | +86.7% | -40.2% | +14.4% |
| 10Y | -48.6% | +154.0% | -202.5% | -65.0% |
| All | +234.5% | +3,394.0% | -3,159.5% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling